Fun read: http://www.tabletmag.com/jewish-life-...
The problem with traveling to Russia aside from airfare costs if you live outside New York is the expenses associated with visas. Additionally, it is NOT easy to find reasonably priced accommodations that will be up to par with modern standards.
That being said, the restaurants ARE very good, and the community is very accommodating for Shabbos arrangements (no Eiruv though).
At the end of the day though, seeing how much a trip to Russia would end up costing, I think I will stick with Israel and France!